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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+2.98%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$63.4B
AUM Growth
+$1.48B
Cap. Flow
+$543M
Cap. Flow %
0.86%
Top 10 Hldgs %
13.37%
Holding
4,113
New
138
Increased
2,051
Reduced
1,596
Closed
301

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$116M
2
PFE icon
Pfizer
PFE
+$65.7M
3
SPGI icon
S&P Global
SPGI
+$54.1M
4
CHTR icon
Charter Communications
CHTR
+$47.4M
5
HTZ
Hertz Global Holdings, Inc.
HTZ
+$38.4M

Top Sells

Rank Stock Value
1
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
+$133M
2
IVV icon
iShares Core S&P 500 ETF
IVV
+$130M
3
BXLT
BAXALTA INC COM STK (DE)
BXLT
+$60M
4
MHFI
MCGRAW-HILL FINANCIAL INC COM
MHFI
+$50.5M
5
EFA icon
iShares MSCI EAFE ETF
EFA
+$47.1M

Sector Composition

Rank Sector Weight
1 Financials 12.83%
2 Healthcare 12.65%
3 Technology 12.2%
4 Industrials 9.11%
5 Consumer Discretionary 8.52%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
INGN icon
2926
Inogen
INGN
$167M
$385K ﹤0.01%
7,693
+1,322
+21% +$63K
NXRT
2927
NexPoint Residential Trust
NXRT
$665M
$382K ﹤0.01%
20,965
+9,309
+80% +$137K
PFIG icon
2928
Invesco Fundamental Investment Grade Corporate Bond ETF
PFIG
$115M
$382K ﹤0.01%
14,690
+1,475
+11% +$38K
SPAB icon
2929
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.78B
$382K ﹤0.01%
12,870
– –
WMAR
2930
DELISTED
West Marine Inc
WMAR
$382K ﹤0.01%
45,486
+709
+2% +$6.52K
MBUU icon
2931
Malibu Boats
MBUU
$544M
$381K ﹤0.01%
31,580
+9,711
+44% +$142K
LOXO
2932
DELISTED
Loxo Oncology, Inc
LOXO
$381K ﹤0.01%
16,457
+3,222
+24% +$80.2K
HHS icon
2933
Harte-Hanks
HHS
$380K ﹤0.01%
23,887
-750
-3% -$13.2K
NVEE
2934
DELISTED
NV5 Global
NVEE
$379K ﹤0.01%
+53,360
New +$360K
TOTL icon
2935
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.11B
$378K ﹤0.01%
7,575
+760
+11% +$37.6K
RLYP
2936
DELISTED
RELYPSA INC COM
RLYP
$378K ﹤0.01%
+20,417
New +$359K
HGH
2937
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
$377K ﹤0.01%
11,971
-294
-2% -$9.36K
DLR.PRH.CL
2938
DELISTED
Digital Realty Trust, Inc.
DLR.PRH.CL
$375K ﹤0.01%
12,941
-347
-3% -$9.76K
ARH.PRC.CL
2939
DELISTED
Arch Capital Group Ltd
ARH.PRC.CL
$375K ﹤0.01%
14,129
-321
-2% -$8.5K
NDRM
2940
DELISTED
NeuroDerm Ltd. Ordinary Shares
NDRM
$375K ﹤0.01%
23,089
– –
PTCT icon
2941
PTC Therapeutics
PTCT
$6.37B
$373K ﹤0.01%
53,184
+34,112
+179% +$250K
MN
2942
DELISTED
MANNING & NAPIER, INC.
MN
$373K ﹤0.01%
39,288
-57,546
-59% -$505K
DEA
2943
Easterly Government Properties
DEA
$1.18B
$371K ﹤0.01%
7,516
-957
-11% -$44.6K
HCN.PRJ.CL
2944
DELISTED
Welltower Inc.
HCN.PRJ.CL
$371K ﹤0.01%
14,188
-396
-3% -$10.4K
BAS
2945
DELISTED
Basis Energy Services, Inc.
BAS
$370K ﹤0.01%
386
-126
-25% -$162K
C.PRJ
2946
DELISTED
CITIGROUP INC. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 7.125% Fixed Rate / Floating Rate Noncumulative Preferred Stock, Series J
C.PRJ
$370K ﹤0.01%
12,836
-449
-3% -$12.6K
DLR.PRE
2947
DELISTED
DIGITAL REALTY TRUST, INC. REDEEMABLE PFD SER E
DLR.PRE
$368K ﹤0.01%
14,452
-441
-3% -$11.3K
ACLS icon
2948
Axcelis
ACLS
$4.12B
$367K ﹤0.01%
34,071
-17,149
-33% -$184K
LNW
2949
DELISTED
Light & Wonder
LNW
$367K ﹤0.01%
39,907
+17,703
+80% +$167K
LGTY
2950
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$367K ﹤0.01%
35,010
-2,102
-6% -$19.8K
116 117
118
119 120

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MCM
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PSUF
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SCC
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BAM
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Parametric Portfolio Associates's Q2 2016 Portfolio in Review

As of Q2 2016, Parametric Portfolio Associates held 4,113 positions worth $63.4B, up 2.4% from $61.9B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

Parametric Portfolio Associates's Q2 2016 filing shows 138 new, 2,051 increased, 1,596 reduced and 301 closed positions. Its largest new stake was S&P Global: 503,821 shares worth $54M. The largest sale was TIME WARNER CABLE INC NEW COM STK, an estimated $133M.

By sector, the portfolio is most concentrated in Financials at 13% of assets, down from 13% a quarter earlier, followed by Healthcare and Technology.

  • Parametric Portfolio Associates's largest Q2 2016 buy was S&P Global: 503,821 shares worth $54M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q2 2016, an estimated $116M increase.
  • Parametric Portfolio Associates's biggest Q2 2016 reduction was iShares Core S&P 500 ETF, cutting an estimated $130M.
  • Parametric Portfolio Associates fully exited TIME WARNER CABLE INC NEW COM STK in Q2 2016, selling an estimated $133M.
  • Parametric Portfolio Associates's ten largest holdings make up 13% of its $63.4B portfolio in Q2 2016.
  • Parametric Portfolio Associates opened 138 new positions and closed 301 in Q2 2016.
  • Parametric Portfolio Associates's portfolio value rose 2.4% quarter-over-quarter to $63.4B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2016, filed 12 Aug 2016.